Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.77% | 28.83 CHF | 29.05 CHF | 6,937 | 6,884 | 6,981 | 6,709 | 199,634 CHF | 193,343 CHF | 99.82% | 99.82% |
19/12/2024 | 0.76% | 29.05 CHF | 29.27 CHF | 6,884 | 6,813 | 6,870 | 6,755 | 199,388 CHF | 197,538 CHF | 99.89% | 99.89% |
18/12/2024 | 0.75% | 29.32 CHF | 29.54 CHF | 6,752 | 6,118 | 6,768 | 6,570 | 199,087 CHF | 194,703 CHF | 99.89% | 99.89% |
17/12/2024 | 0.74% | 29.53 CHF | 29.75 CHF | 6,772 | 6,722 | 6,273 | 6,642 | 185,550 CHF | 197,933 CHF | 99.90% | 99.90% |
16/12/2024 | 0.74% | 29.79 CHF | 30.01 CHF | 6,713 | 6,430 | 6,559 | 6,612 | 195,571 CHF | 198,602 CHF | 99.96% | 99.96% |
13/12/2024 | 0.74% | 29.94 CHF | 30.16 CHF | 6,680 | 6,631 | 6,669 | 6,482 | 199,984 CHF | 195,827 CHF | 99.88% | 99.88% |
12/12/2024 | 0.73% | 29.77 CHF | 29.99 CHF | 6,718 | 6,313 | 6,698 | 6,556 | 199,983 CHF | 197,180 CHF | 99.92% | 99.92% |
11/12/2024 | 0.73% | 29.83 CHF | 30.05 CHF | 6,704 | 6,655 | 6,662 | 6,624 | 199,668 CHF | 199,986 CHF | 99.97% | 99.97% |
10/12/2024 | 0.73% | 29.98 CHF | 30.20 CHF | 6,671 | 6,606 | 6,674 | 6,625 | 199,986 CHF | 199,976 CHF | 99.89% | 99.89% |
09/12/2024 | 0.76% | 30.13 CHF | 30.36 CHF | 6,607 | 6,272 | 6,607 | 6,362 | 199,113 CHF | 193,185 CHF | 99.98% | 99.98% |